+20.8%
XBI vs ALHC
-27.5%
+48.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | -3.6% | -4.1% | +0.5% | -3.0% |
| 30D | +0.9% | -5.4% | +6.3% | +1.7% |
| 3M | +21.4% | -32.1% | +53.6% | +28.0% |
| 6M | +25.5% | -28.5% | +54.0% | +29.3% |
| YTD | +30.8% | -34.0% | +64.9% | +36.1% |
| 1Y | +68.6% | -20.9% | +89.5% | +69.2% |
| 3Y | +103.9% | +151.5% | -47.6% | +46.1% |
| 5Y | +20.8% | -28.8% | +49.6% | +0.7% |
| All | +20.8% | -27.5% | +48.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling